Ekonomická a finančná matematika
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Seminar CEF 3.10. M.Takáč (University of Edinburgh)
http://www.iam.fmph.uniba.sk/studium/efm/forum/viewtopic.php?f=17&t=554
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Autor:  siebertova [ Str Sep 26, 2012 10:23 am ]
Predmet príspevku:  Seminar CEF 3.10. M.Takáč (University of Edinburgh)

Vážení kolegovia,

pozývame Vás na seminár Centra pre ekonómiu a financie Fakulty matematiky, fyziky a informatiky Univerzity Komenského.
Jeho obsahom bude prednáška:

Martin Takáč (University of Edinburgh):

Distributed block coordinate descent method: iteration complexity and efficient hybrid implementation (OpenMP + MPI),

ktorá sa uskutoční v stredu 3.10.2012 o 15.00

v miestnosti M213 na FMFI UK.

Abstrakt prednášky:

In this work we propose solving huge-scale instances of regularized convex minimization problems using a distributed block coordinate descent method. We analyze the iteration complexity of the (synchronous) algorithm and show how it depends on the way the problem data is partitioned to the nodes.Several variations of the basic method are obtained based on the way updates are handled (P2P, broadcasting, asynchronicity).
Finally, we report encouraging numerical results for an efficient hybrid MPI + Open MP implementation applied to LASSO and sparse support vector machine instances.The computation was done on the biggest UK computation facility HECToR (http://www.hector.ac.uk) using more than 12,288 CPUs.


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Po prednáške bude M.Takáč informovať o možnosti PhD štúdiu na Edinburskej univerzite.
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